-24.1%
RKT vs GSK
+63.0%
-87.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -9.0% | +1.1% | -10.1% | -9.3% |
| 30D | +30.2% | +6.3% | +23.9% | +28.0% |
| 3M | -8.8% | +1.8% | -10.7% | -9.4% |
| 6M | -0.9% | +1.7% | -2.6% | -1.7% |
| YTD | -29.2% | +6.5% | -35.7% | -30.5% |
| 1Y | -20.1% | +9.5% | -29.5% | -22.2% |
| 3Y | +81.3% | +65.3% | +16.0% | +53.6% |
| 5Y | -6.6% | +43.7% | -50.3% | -19.2% |
| All | -24.1% | +63.0% | -87.1% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling